+25.6%
EOG vs ELF
-27.2%
+52.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.2% |
| 7D | -1.3% | -6.8% | +5.5% | -1.1% |
| 30D | +3.4% | +5.1% | -1.7% | +3.2% |
| 3M | +7.8% | +79.8% | -71.9% | +5.7% |
| 6M | +13.4% | +29.7% | -16.4% | +12.5% |
| YTD | +43.5% | +31.6% | +11.9% | +41.8% |
| 1Y | +29.7% | -27.9% | +57.6% | +31.6% |
| All | +25.6% | -27.2% | +52.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling